广义负正交相关随机变量在次线性期望下的完全收敛和完全矩收敛

IF 1.1 2区经济学 Q3 BUSINESS, FINANCE Finance and Stochastics Pub Date : 2023-01-11 DOI:10.1080/17442508.2022.2164695

A. Kuczmaszewska

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引用次数: 0

摘要

本文考虑了广义负正交相关随机变量在次线性期望下的完全收敛性和完全矩收敛性。本文的结果涉及这些随机变量的加权和，并将经典概率空间中的相应结果推广到次线性期望空间。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations

In this work there is considered complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations. The presented results concern the weighted sums of these random variables and extend the corresponding results in classical probability space to the case of sub-linear expectation space.

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来源期刊

Finance and Stochastics 管理科学-数学跨学科应用

CiteScore

2.90

自引率

5.90%

发文量

审稿时长

>12 weeks

期刊介绍： The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.

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